Johnson & Johnson (JNJ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Johnson & Johnson, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $255.88 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +18.68% |
| Total return over period | +66.71% |
| Annualized volatility | 17.87% |
| Sharpe ratio | 0.84 |
| Sortino ratio | 1.24 |
| Max drawdown | -15.72% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.36% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $134.36 – $267.24 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Johnson & Johnson (JNJ) has posted an annualized return of +18.68% with annual volatility of 17.87%, a Sharpe ratio of 0.84. Its worst stretch (max drawdown from a peak) was -15.72%. Its correlation with the S&P 500 is 0.01, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how JNJ would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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